-54.2%
DOCS vs NI
+104.4%
-158.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.9% |
| 7D | -0.8% | -0.9% | +0.2% | -0.5% |
| 30D | +17.4% | +9.6% | +7.8% | +15.3% |
| 3M | +57.4% | +2.5% | +54.9% | +56.5% |
| 6M | +26.5% | -5.8% | +32.4% | +28.1% |
| YTD | -26.6% | +8.6% | -35.1% | -29.3% |
| 1Y | -48.1% | +6.0% | -54.0% | -49.6% |
| 3Y | +52.6% | +91.0% | -38.4% | +24.4% |
| All | -54.2% | +104.4% | -158.6% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling